You could select the Option locally redundant and the storage is only replicated in this datacenter:

"Locally redundant storage (LRS) is replicated three times within a single data center. When you write data to a blob, queue, or table, the write operation is performed synchronously across all three replicas. LRS protects your data from normal hardware failures."

And when you select Geo-redundant storage it is only replicated in a region for example Europe or Asia.